CAS E-Forum, Winter 2017
Featuring Independent Research
The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.
TABLE OF CONTENTS
Download the Complete 2017 Winter Forum
Independent Research
Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling Christopher Gross, ACAS, MAAA, and Jonathan Evans, FCAS, FSA, FCA, CERA, MAAA, WCP
A Cost of Capital Risk Margin Formula For Non-Life Insurance Liabilities Glenn Meyers, FCAS, MAAA, CERA, Ph.D. Appendices Risk Margins for 200 triangles (Excel file) RM_Line1.R (R file) RM_Line1_1yr.R (R file) RM_4Lines.R (R file)
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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